Over the years, the venerable traceroute command has become a less useful tool, due to the fact there may be some devices like load balancers along the way from your computer to the other.
Enter Paris-Traceroute, which tries to be smarter. In addition, it can also do traceroutes in UDP and TCP, in addition to ICMP, which is often blocked by firewalls.
It has currently been tested and confirmed to run on Linux and NetBSD. I can confirm it also compiles and works on MacOSX, but needs to be run as root. For the Redhat and CentOS crowds out there, I am currently build a RPM.